ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1728 | 0.1644 | -0.1618 | 0.2541 | -0.4187 | 0.5805 | 0.9591 |
(p-val) | (0.6256 ) | (0.2043 ) | (0.2635 ) | (0.4643 ) | (7e-04 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.1593 | -0.1855 | 0.0929 | -0.4113 | 0.582 | 0.8861 |
(p-val) | (NA ) | (0.2085 ) | (0.1443 ) | (0.4876 ) | (8e-04 ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.154 | -0.1771 | 0 | -0.3868 | 0.6062 | 0.8834 |
(p-val) | (NA ) | (0.2216 ) | (0.1638 ) | (NA ) | (7e-04 ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | -0.1729 | 0 | -0.3814 | 0.6118 | 0.8886 |
(p-val) | (NA ) | (NA ) | (0.1854 ) | (NA ) | (0.001 ) | (0 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.4171 | 0.5755 | 0.8891 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (4e-04 ) | (0 ) | (0 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.104889891393792 |
0.180674861649874 |
0.0625412982620736 |
0.229344319506673 |
0.067149365579526 |
0.399127687355528 |
0.111009995949408 |
0.104051133768983 |
0.440802891965694 |
0.166380769796814 |
0.134868464232070 |
0.0663219753544407 |
0.0541443643674622 |
0.133730415955365 |
0.218738478850368 |
0.324696010044762 |
0.0216365266590260 |
-0.352553600884940 |
0.123220760088941 |
0.0605917385063498 |
-0.0131151484648826 |
0.227106171326250 |
0.0220075695512675 |
0.284691655373040 |
0.0432959807388899 |
-0.129281953734400 |
0.410572368163133 |
-0.00282826236895007 |
0.0212555540416457 |
-0.312479379999948 |
0.0908040661297742 |
0.049161682073031 |
-0.175726723097353 |
-0.0789727759164919 |
-0.0290942347943353 |
-0.218953570286871 |
0.0889252229519772 |
-0.0267453088352432 |
0.318120461032678 |
-0.0398202146672104 |
0.00650910284263342 |
-0.629752379154652 |
-0.00215642316659897 |
0.147504596434190 |
0.0701769383596802 |
-0.0845680475057078 |
0.0955168498995908 |
-0.0125416037691413 |
0.105742718773918 |
0.111602577294767 |
0.00274512344188408 |
0.214966832686103 |
-0.0196129307093784 |
0.642624712319505 |
-0.031433250542797 |
0.00593502479768674 |
-0.128224574604173 |
0.00920811582078398 |
0.192093326441061 |
0.0177141746329089 |
0.0506390011415458 |